+1,292.0%
HAS vs KMX
+392.6%
+899.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | +1.5% | +1.7% | +2.9% |
| 30D | +30.5% | +3.0% | +27.5% | +29.6% |
| 3M | +29.9% | -7.8% | +37.7% | +31.6% |
| 6M | +26.5% | +34.3% | -7.8% | +18.6% |
| YTD | +51.9% | +40.2% | +11.7% | +40.1% |
| 1Y | +60.9% | +63.0% | -2.1% | +43.9% |
| 3Y | +215.0% | -14.5% | +229.5% | +212.6% |
| 5Y | +51.5% | -64.3% | +115.8% | +72.2% |
| 10Y | +102.2% | +2.8% | +99.5% | +88.0% |
| All | +1,292.0% | +392.6% | +899.3% | +760.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling